Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 61.511260 68.931327 77.451427 88.093339 101.227956 117.186694 138.501082
2024-12-29 53.347948 63.214401 75.654133 93.015155 117.572481 152.802725 211.107559
2025-01-05 46.887889 57.374850 71.351633 92.274436 124.752434 177.534691 282.530748
2025-01-12 41.912572 52.418990 66.970442 89.883669 128.058344 196.774174 358.688986
2025-01-19 37.532205 47.621046 61.957600 85.331285 126.293495 205.963783 422.348046
2025-01-26 36.489650 47.316882 63.320500 90.885602 143.396331 260.497569 684.810531
2025-02-02 35.656257 47.166902 64.815703 96.869384 163.345790 336.062005 1271.996925
2025-02-09 34.049659 45.659305 63.917535 98.356955 174.472317 398.561565 2268.507875
2025-02-16 32.223507 43.633540 61.909862 97.359872 179.616236 448.016478 4056.328529
2025-02-23 30.582714 41.759067 59.946840 96.101781 183.772447 499.705867 8738.115068
2025-03-02 28.906390 39.703403 57.472481 93.424722 183.483177 534.175889 21415.975317
2025-03-09 27.615852 38.182500 55.794420 92.155225 186.761488 592.168309 372358.597755
2025-03-16 25.847280 35.842017 52.594912 87.497010 179.896834 594.391008 NaN
2025-03-23 25.539042 35.890974 53.698159 92.401462 203.811844 840.444975 NaN
2025-03-30 24.529498 34.692031 52.392171 91.669214 209.663708 984.997911 NaN
2025-04-06 23.413722 33.245279 50.502658 89.302881 209.128931 1077.160124 NaN
2025-04-13 22.134085 31.455102 47.843810 84.795973 199.607792 1050.010189 NaN
2025-04-20 22.093000 31.784566 49.244462 90.294627 230.114222 1749.765753 NaN
2025-04-27 22.056872 32.115642 50.678096 96.216244 267.502122 3523.469601 NaN
2025-05-04 21.576765 31.627354 50.427109 97.688015 286.445552 6027.416254 NaN
2025-05-11 20.906896 30.761916 49.338459 96.701537 292.745637 8877.724087 NaN
2025-05-18 20.259114 29.905922 48.210979 95.456742 297.309714 13636.040617 NaN
2025-05-25 19.532032 28.874959 46.656621 92.807644 292.887121 16966.403804 NaN